+71.7%
META vs CGNX
-27.6%
+99.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +5.5% | +1.5% | +4.0% | +5.0% |
| 30D | +7.6% | -1.8% | +9.3% | +7.9% |
| 3M | +13.0% | +5.3% | +7.7% | +9.3% |
| 6M | -1.3% | +22.3% | -23.6% | -10.1% |
| YTD | -2.2% | +72.2% | -74.4% | -25.3% |
| 1Y | -14.0% | +39.8% | -53.9% | -28.6% |
| 3Y | +118.2% | +44.8% | +73.4% | +62.4% |
| 5Y | +71.7% | -27.0% | +98.7% | +64.9% |
| All | +71.7% | -27.6% | +99.2% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling